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re: st: e(sample) after xtivreg2


From   Christopher Baum <kit.baum@bc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   re: st: e(sample) after xtivreg2
Date   Tue, 12 Apr 2011 08:48:36 -0400

<>
I wanted to calculate
the iid errors using xtreg and then use xtivreg2 only to calculate the
two-way clustered errors.


Your example is not calculating clustered errors with either xtreg or xtivreg2. To do that in either routine, use the robust option. To do 2-way clustering in xtivreg2, use the cluster(var1 var2) option.

Mark Schaffer will have to answer the question regarding setting of e(sample). I would think it should omit the singleton groups.

Kit

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html




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